Stock image for illustration purposes only - book cover, edition or condition may vary.
Higher Order Asymptotic Theory for Time Series Analysis
Masanobu Taniguchi
€ 62.95
FREE Delivery in Ireland
Description for Higher Order Asymptotic Theory for Time Series Analysis
Paperback. Series: Lecture Notes in Statistics. Num Pages: 168 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 242 x 170 x 9. Weight in Grams: 305.
The initial basis of this book was a series of my research papers, that I listed in References. I have many people to thank for the book's existence. Regarding higher order asymptotic efficiency I thank Professors Kei Takeuchi and M. Akahira for their many comments. I used their concept of efficiency for time series analysis. During the summer of 1983, I had an opportunity to visit The Australian National University, and could elucidate the third-order asymptotics of some estimators. I express my sincere thanks to Professor E.J. Hannan for his warmest encouragement and kindness. Multivariate time series analysis seems an ... Read more
The initial basis of this book was a series of my research papers, that I listed in References. I have many people to thank for the book's existence. Regarding higher order asymptotic efficiency I thank Professors Kei Takeuchi and M. Akahira for their many comments. I used their concept of efficiency for time series analysis. During the summer of 1983, I had an opportunity to visit The Australian National University, and could elucidate the third-order asymptotics of some estimators. I express my sincere thanks to Professor E.J. Hannan for his warmest encouragement and kindness. Multivariate time series analysis seems an ... Read more
Product Details
Format
Paperback
Publication date
1991
Publisher
Springer-Verlag New York Inc. United States
Number of pages
168
Condition
New
Series
Lecture Notes in Statistics
Number of Pages
160
Place of Publication
New York, NY, United States
ISBN
9780387975467
SKU
V9780387975467
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Higher Order Asymptotic Theory for Time Series Analysis